The Florida Department of Corrections said she came in sometime Wednesday evening but did not give details including where in the state she is.
The Orlando woman has been out of sight since being acquitted last month of killing her 2-year-old daughter, Caylee. Afterward, she had received death threats from those who followed the much-scrutinized case.
A Florida appeals court on Tuesday denied a request that would have stopped her from being forced to start the probation by the end of the week.
Anthony's attorneys had argued she already had completed the probation sentence in jail while she was awaiting her murder trial in Caylee's 2008 death.